Steal An Egg sends you into biomes to grab eggs off nests and pets, then run them home before a guardian or another player knocks you over. Hatch the egg in your pen, let the pet earn money, and spend that cash on Speed so the next biome is not a walking donation.
Each biome has a Speed floor and a guardian. Meeting the number gets you through the gate. A bigger egg still makes the trip home a chase, so train on the treadmill until the return feels easy, then steal again.

